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A Simple Distribution-Free Algorithm for Generating Simulated High-Dimensional Correlated Data with an Autoregressive Structure

Andres Azuero, David T. Redden, Hemant K. Tiwari, Senait G. Asmellash, Chandrika J. Piyathilake. A Simple Distribution-Free Algorithm for Generating Simulated High-Dimensional Correlated Data with an Autoregressive Structure. Communications in Statistics - Simulation and Computation, 41(1):89-98, 2012. [doi]

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